V-Lab
S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:3.96% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.9064 | 29.00 | |
| 0.2657 | 25.99 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to May 30, 2025
Jan 2, 1990 to May 30, 2025
News Impact Curve
Volatility Forecasts
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